I've probably put more lead through my 9mm and .45 ACP than I have jacketed bullets. I'm cheap that way, plus I inherited 2 #10 cans full of bullets - 1 each 9mm and .45 - when I got started hand loading.
The expander die that comes in the 3-die set has always worked fine for me for both lead and jacketed. I've also not had any problems with barrel leading in either cartridge. Both of mine are Ruger semi-autos (P89 and P90), so as always YMMV. I have heard that lead slugs are a problem in Glocks, but I've never looked into it as I don't own one.
Just a Shooter